+26.1%
DECK vs XHB
+37.5%
-11.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.2% |
| 30D | -13.6% | -6.9% | -6.7% | -8.7% |
| 3M | -21.2% | -1.3% | -20.0% | -21.0% |
| 6M | -21.1% | -6.8% | -14.3% | -17.2% |
| YTD | -17.2% | +0.7% | -18.0% | -19.0% |
| 1Y | -30.7% | -11.2% | -19.5% | -25.1% |
| 3Y | -3.4% | +25.3% | -28.7% | -22.4% |
| All | +26.1% | +37.5% | -11.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling